Actually Wubi doesn't use the MBR to boot - it uses the windows boot manager.

Describe in more details the symptoms you are seeing. Check the Startup & Recovery settings (system properties, advance tab, click on settings under Startup & Recovery). Check the timeout is not zero, and confirm that Ubuntu is in the listed OS's.

Right now, GRUB4DOS/ntldr-img requires BIOS facilities, so even in principle it can't work on a full UEFI system (although most current UEFI systems have some degree of compatibility, but it won't stay that way forever). If the Windows UEFI boot loader is loading .efi files, though, that sounds like it has a different interface which might actually be easier to support.

Unfortunately I'm having exactly this problem on a Dell 14z laptop which was shipped with win 8. I've downloaded and burned several boot disks and pen drives and have always come to the same end. So, from here I can confirm the issue. If I can be of any help sending information just let me know.

We need to start talking seriously about this folks. UEFI as implemented on common consumer motherboards is not a security conspiracy. It is just a modern BIOS replacement. And not so modern really: you've been able to buy it for years.

It works with MBR, you don't need GPT. You don't need secure boot, you don't need windows 8. You don't even need an efi partition! You just need an efi folder. This tech is wonderful because it doesn't hide stuff. The efi folder is right there to look at.

Wubi is a disk image and some boot files and settings. So, how do we update our boot files and settings to work with UEFI? We're years behind windows on this, let's catch up.

After a couple of quick tests with bcdedit, grub4dos and grub2win, I think the problem is that the windows bootmgr refuses to load other "Real-Mode boot sectors", like wubi (grub4dos) uses.

Windows signs just the toplevel bootmanager (shim.efi, grubx64.efi, ...) which is a PE format executable. It can't sign the files containing raw bootsectors (grldr, grldr.mbr, ...). Not even if someone is willing to pay the $99.

The only option right now, as loomy posted above, is to drop a replacement .efi file for Windows' bootmgr.efi in the EFI partition, and using the UEFI API, mark that as the default bootmgr (there can't be more bootmgrs AFAICT). And ideally the bootmgr allows the option of chain-loading the windows bootmgr (otherwise we won't have full support for all the boot scenarios Windows supports).